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Information Journal Paper

Title

ASSET PRICING WITH A FACTOR-ARCH COVARIANCE STRUCTURE: EMPIRICAL ESTIMATES FOR TREASURY BILLS

Pages

  213-238

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Not Registered.

Abstract

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    APA: Copy

    ENGLE, R.F., & ROTHSCHILD, M.. (1990). ASSET PRICING WITH A FACTOR-ARCH COVARIANCE STRUCTURE: EMPIRICAL ESTIMATES FOR TREASURY BILLS. JOURNAL OF ECONOMETRICS, 45(1-2), 213-238. SID. https://sid.ir/paper/609929/en

    Vancouver: Copy

    ENGLE R.F., ROTHSCHILD M.. ASSET PRICING WITH A FACTOR-ARCH COVARIANCE STRUCTURE: EMPIRICAL ESTIMATES FOR TREASURY BILLS. JOURNAL OF ECONOMETRICS[Internet]. 1990;45(1-2):213-238. Available from: https://sid.ir/paper/609929/en

    IEEE: Copy

    R.F. ENGLE, and M. ROTHSCHILD, “ASSET PRICING WITH A FACTOR-ARCH COVARIANCE STRUCTURE: EMPIRICAL ESTIMATES FOR TREASURY BILLS,” JOURNAL OF ECONOMETRICS, vol. 45, no. 1-2, pp. 213–238, 1990, [Online]. Available: https://sid.ir/paper/609929/en

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